Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49120.8 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45059.26 Kr¶

PnL: ---------------------------------------> 3.26 Kr¶

DD now: ---------------------------------> -7.529 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 17:07:51.534716'

Anic Portfolio¶

Today¶

Return: -1.202 %¶

This Week¶

Return: -0.37 %¶

Total portfolio value¶

Return including deposits: 60.809 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.020000 1667.340000 198.340000 13.500000 1468.999998
Orrön Energy 180 -2.290000 2151.900000 108.900000 5.330000 2043.000000
Atrium Ljungberg B 5 0.000000 995.000000 60.000000 6.420000 935.000000
Sagax B 4 0.580000 902.400000 48.400000 5.670000 854.000000
Hoist Finance 35 0.690000 1023.750000 43.750000 4.460000 980.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hexatronic Group 12 0.380000 1005.600000 38.600000 3.990000 966.999996
Catena 2 -1.720000 824.400000 32.400000 4.090000 792.000000
JM 6 -0.930000 894.000000 30.000000 3.470000 864.000000
Platzer Fastigheter Holding B 12 -3.410000 985.200000 24.200000 2.520000 960.999996
OX2 13 1.360000 967.850000 17.850000 1.880000 949.999999
Biotage 7 -0.580000 952.000000 11.000000 1.170000 940.999997
Bilia A 8 -0.790000 908.800000 8.800000 0.980000 900.000000
Gränges 9 -1.150000 931.500000 3.500000 0.380000 927.999999
BioGaia B 8 -2.020000 931.200000 1.200000 0.130000 930.000000
HEXPOL B 9 -0.700000 1020.600000 -0.400000 -0.040000 1020.999996
AcadeMedia 8 -1.380000 400.800000 -1.200000 -0.300000 402.000000
VEF 909 -3.330000 1845.270000 -4.730000 -0.260000 1850.000436
Byggmax Group 33 -2.640000 947.760000 -8.240000 -0.860000 956.000001
INVISIO 16 1.770000 3680.000000 -9.000000 -0.240000 3689.000000
Clas Ohlson B 12 -2.200000 962.400000 -10.600000 -1.090000 972.999996
ASSA ABLOY B 3 -1.650000 766.800000 -12.200000 -1.570000 779.000001
Addnode Group B 11 0.370000 905.300000 -15.700000 -1.700000 921.000003
EQT 4 -2.440000 816.000000 -16.000000 -1.920000 832.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Alimak Group 11 -1.680000 903.100000 -24.900000 -2.680000 927.999996
Nordic Waterproofing Holding 7 -1.470000 939.400000 -27.600000 -2.850000 966.999999
SKF B 5 -1.390000 905.500000 -34.500000 -3.670000 940.000000
Sedana Medical 93 -6.710000 2483.100000 -37.900000 -1.500000 2521.000011
Indutrade 5 -1.220000 1175.500000 -42.500000 -3.490000 1218.000000
Latour B 4 -0.250000 814.000000 -43.000000 -5.020000 857.000000
Vitec Software Group B 2 -2.360000 1034.000000 -53.000000 -4.880000 1087.000000
Bufab 3 -1.140000 1038.600000 -70.400000 -6.350000 1109.000001
BHG Group 97 -1.900000 1355.090000 -103.910000 -7.120000 1458.999989
Hexagon B 26 -2.950000 3331.900000 -129.100000 -3.730000 3461.000010
TOTAL 45059.260000 3.260000 -7.52922% 45056.000411

Updated:¶

'2023-07-05 17:08:09.073926'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶